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Is there co-movement between the China and US agricultural futures markets?
spillover effect soybean wheat
2015/6/8
The paper examines the co-movements between the agricultural markets of China and the US. First, the empirical findings indicate that long-term equilibrium exists between the China and US soybean futu...
Czech wine-production industry and recent movement forces
industry wine-production environment analysis movement force
2014/3/24
The paper focuses on identification of the current key movement forces in wine-production industry in the Czech Republic, and its goal is to analyse these key influences, and to identify the most impo...
Do option markets correctlyprice the probabilities of movement of the underlying asset?
State-price densities Risk-neutral densities Densitycomparison Arbitrage relationships Girsanov's Theorem Implied volatilitysmile Jump risk Peso problem
2014/3/13
We answer this question bycomparing te risk-neutral densityestimated in complete markets from cross-section of S&P 500 option prices to the risk-neutral densityinferred from the time series densityof ...